liftLRD: Wavelet Lifting Estimators of the Hurst Exponent for Regularly and Irregularly Sampled Time Series

Implementations of Hurst exponent estimators based on the relationship between wavelet lifting scales and wavelet energy.

AuthorMarina Knight [aut], Guy Nason [ctb], Matt Nunes [aut, cre]
Date of publication2016-09-07 14:41:36
MaintainerMatt Nunes <m.nunes@lancaster.ac.uk>
LicenseGPL-2
Version1.0-5

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